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A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
In: Boston College Working Papers in Economics.
RePEc:boc:bocoec:604.

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  30. Comparing Features of Convenient Estimators for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying ; Yang, Thomas Tao .
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  24. A root-N consistent estimator for some fixed-effects panel data sample selection models. (2012). Ai, Chunrong ; Meng, Meixia .
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:411-413.

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  25. Nonparametric tests for conditional independence using conditional distributions. (2012). Taamouti, Abderrahim ; Bouezmarni, Taoufik ; el Ghouch, Anouar .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1217.

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  26. From the “European Paradox” to a European Drama in citation impact. (2012). Ruiz-Castillo, Javier ; Taamouti, Abderrahim ; Bouezmarni, Taoufik.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1211.

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  27. An Overview of the Special Regressor Method. (2012). Lewbel, Arthur.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:810.

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  28. A Simple Estimator for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:807.

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  29. A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:604.

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  30. A robust test of specification based on order statistics. (2010). Furno, Marilena.
    In: Computational Statistics.
    RePEc:spr:compst:v:25:y:2010:i:4:p:707-723.

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  31. Structural measurement errors in nonseparable models. (2010). Winter, Joachim ; hoderlein, stefan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:432-440.

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  32. Testing single-index restrictions with a focus on average derivatives. (2010). Escanciano, Juan Carlos ; Song, Kyungchul.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:156:y:2010:i:2:p:377-391.

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  33. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0927.

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  34. Testing and imposing Slutsky symmetry in nonparametric demand systems. (2009). Pendakur, Krishna ; hoderlein, stefan ; Haag, Berthold R..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:33-50.

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  35. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:21-32.

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  36. A nonparametric copula based test for conditional independence with applications to granger causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik ; Jeroen V. K. Rombouts, .
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we093419.

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  37. A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality. (2009). Taamouti, Abderrahim ; Rombouts, Jeroen ; Bouezmarni, Taoufik.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2009s-28.

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  38. Testing Homogeneity in Demand Systems Nonparametrically: Theory and Evidence. (2009). Mihaleva, Sonya ; hoderlein, stefan ; Haag, Berthold R..
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:749.

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  39. A Semiparametric Analysis of Gasoline Demand in the US: Reexamining The Impact of Price. (2008). Manzan, Sebastiano .
    In: MPRA Paper.
    RePEc:pra:mprapa:14386.

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  40. Testing parametric models in the presence of instrumental variables. (2008). Holzmann, Hajo.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:6:p:629-636.

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  41. Testing for multivariate volatility functions using minimum volume sets and inverse regression. (2008). Yao, Qiwei ; Polonik, Wolfgang .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:151-162.

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  42. Breaking the curse of dimensionality in nonparametric testing. (2008). Lavergne, Pascal ; Patilea, Valentin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:143:y:2008:i:1:p:103-122.

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  43. Testing for discrete choice models. (2008). Zheng, XU.
    In: Economics Letters.
    RePEc:eee:ecolet:v:98:y:2008:i:2:p:176-184.

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  44. Bootstrap-based tests for deterministic time-varying coefficients in regression models. (2008). Kapetanios, George.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2008:i:2:p:534-545.

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  45. Demand Analysis as an Ill-Posed Inverse Problem with Semiparametric Specification. (2008). hoderlein, stefan ; Holzmann, Hajo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:752.

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  46. A test for model specification of diffusion processes. (2007). GAO, Jiti ; Chen, Song ; Tang, Chenghong ; Song Xi Chen, .
    In: MPRA Paper.
    RePEc:pra:mprapa:11976.

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  47. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-11.

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  48. A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model. (2007). Wang, Lan.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:77:y:2007:i:10:p:1034-1042.

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  49. An adaptive empirical likelihood test for parametric time series regression models. (2007). GAO, Jiti ; Chen, Song ; Song Xi Chen, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:950-972.

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  50. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:44-64.

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  51. A consistent model specification test with mixed discrete and continuous data. (2007). Racine, Jeffrey ; Li, Qi ; hsiao, cheng.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:802-826.

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  52. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

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  53. Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2006cf430.

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  54. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

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  55. Estimation and model specification testing in nonparametric and semiparametric econometric models. (2006). King, Maxwell ; GAO, Jiti.
    In: MPRA Paper.
    RePEc:pra:mprapa:11989.

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  56. Central limit theorem for asymmetric kernel functionals. (2005). Monteiro, Paulo ; Fernandes, Marcelo.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:57:y:2005:i:3:p:425-442.

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  57. Nonparametric specification tests for conditional duration models. (2005). Grammig, Joachim ; Fernandes, Marcelo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:127:y:2005:i:1:p:35-68.

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  58. The Environmental Kuznets Curve semi-parametrically revisited. (2005). Strobl, Eric ; Bertinelli, Luisito.
    In: Economics Letters.
    RePEc:eee:ecolet:v:88:y:2005:i:3:p:350-357.

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  59. Central limit theorem for asymmetric kernel functionals. (2004). Monteiro, Paulo ; Fernandes, Marcelo.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:522.

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  60. Nonparametric specification tests for conditional duration models. (2003). Grammig, Joachim ; Fernandes, Marcelo.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:502.

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  61. Consistent specification tests for semiparametric/nonparametric models based on series estimation methods. (2003). Li, Qi ; hsiao, cheng ; Zinn, Joel .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:112:y:2003:i:2:p:295-325.

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